Anic Equity¶

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Total return since start: 0.573 %¶

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Equity now: -----------------------------> 48058.16 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46663.2 Kr¶

PnL: ---------------------------------------> -225.37 Kr¶

DD now: ---------------------------------> -1.176 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 10:20:03.524405'

Anic Portfolio¶

Today¶

Return: 0.155 %¶

This Week¶

Return: 0.303 %¶

Total¶

Return: 57.33 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.300000 3250.000000 279.000000 9.390000 2971.000006
HEBA B 70 -0.620000 2821.000000 185.000000 7.020000 2636.000010
Corem Property Group B 59 1.580000 643.100000 66.100000 11.460000 576.999999
SAAB B 8 0.610000 3424.000000 47.000000 1.390000 3377.000000
AcadeMedia 12 0.000000 602.400000 45.400000 8.150000 557.000004
MedCap 2 -0.860000 461.000000 40.000000 9.500000 421.000000
HMS Networks 2 -0.730000 712.000000 39.000000 5.790000 673.000000
Samhällsbyggnadsbo. i Norden B 20 -1.060000 392.800000 37.800000 10.650000 355.000000
Resurs Holding 22 0.180000 604.780000 30.780000 5.360000 573.999998
Boozt 12 -0.430000 1681.200000 27.200000 1.640000 1653.999996
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
Intrum 4 0.000000 546.400000 19.400000 3.680000 527.000000
Eastnine 4 -0.310000 507.200000 16.200000 3.300000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Swedbank A 3 1.930000 579.450000 15.450000 2.740000 564.000000
OEM International B 7 -0.390000 542.500000 14.500000 2.750000 527.999997
Securitas B 6 0.560000 583.200000 13.200000 2.320000 570.000000
Nordea Bank Abp 29 0.640000 3466.080000 12.080000 0.350000 3453.999992
Coor Service Management Hold. 8 -0.880000 542.000000 10.000000 1.880000 532.000000
FM Mattsson Mora Group B 50 -0.840000 2935.000000 8.000000 0.270000 2927.000000
Handelsbanken A 5 0.920000 551.000000 5.000000 0.920000 546.000000
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
CTEK 13 0.290000 538.200000 4.200000 0.790000 533.999999
Samhällsbyggnadsbo. i Norden D 12 0.100000 249.120000 3.120000 1.270000 246.000000
Creaspac SPAC 6 -0.420000 574.200000 -2.800000 -0.490000 577.000002
Midsona B 63 0.770000 573.930000 -9.070000 -1.560000 582.999984
Essity B 2 -0.670000 559.400000 -14.600000 -2.540000 574.000000
Essity A 4 -0.880000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -1.830000 564.500000 -30.070000 -5.060000 594.565215
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 1.390000 559.240000 -53.760000 -8.770000 612.999432
Axfood 13 -0.140000 3655.600000 -100.400000 -2.670000 3756.000001
Fasadgruppen Group 35 3.500000 3619.000000 -192.000000 -5.040000 3810.999990
OX2 18 -1.130000 1423.800000 -240.200000 -14.440000 1663.999992
Ovzon 52 -0.890000 2886.000000 -476.000000 -14.160000 3361.999992
TOTAL 46663.200000 -225.370000 -1.17568% 46888.564618

Updated:¶

'2023-01-24 10:20:15.987891'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶